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A call by National leader Simon Bridges for an independent inquiry headed by a figure such as a High Court judge into the leaking of his expenses to the media is "extravagant in the extreme", New Zealand First leader Winston Peters says.

Parliament's Speaker Trevor Mallard is already looking at the leak and is considering whether a further, forensic examination is needed of a document containing the information which was given to Newshub ahead of its public release on Thursday.

He expected to reveal his decision later this afternoon.

Bridges said yesterday any inquiry needed to be independent from Parliament.